+162.6%
FLUT vs SSNC
+1,023.6%
-861.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.1% |
| 30D | +9.3% | -3.1% | +12.4% | +9.9% |
| 3M | -17.5% | -2.7% | -14.7% | -17.0% |
| 6M | -14.6% | +23.7% | -38.3% | -17.5% |
| YTD | -62.3% | -8.0% | -54.2% | -61.8% |
| 1Y | -59.6% | -4.7% | -54.9% | -59.4% |
| 3Y | -45.3% | +58.0% | -103.3% | -48.3% |
| 5Y | -50.4% | +8.0% | -58.4% | -52.0% |
| 10Y | -26.8% | +183.8% | -210.6% | -31.0% |
| All | +162.6% | +1,023.6% | -861.0% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling